1) earth yourself before touching parts (touch a radiator or someting)
Make sure not to build on carpet or the like, don't wear clothes that generate static (I have a few tops, hoodies etc that do this allot)
Touch the parts by the edge / heatsink etc only, try to avoid touching the back or face of the board.

2) Make sure that the mounts for the motherboard all match, they can cause shorts if your unlucky.
Don't over-tighten the screws, secure but not too much.

3) For a neat build, mount the psu, motherboard and cooler, then route your wires as efficiently as you can.
Tie them up at the back (loosely) with a little extra room to reach where they need, then as you finish the build,
tighten them untill your happy that they are secure but you have no strain on the connectors and can un-plug them if you need them.

I'm about to receive all my pieces for my new pc and I'll build it myself for the first time.

I'm a bit scared tbh hehe

Don't be scared it's really easy. Super easy. In fact I am ashamed I never used to do this for myself in the past years it's so easy. I just did my first a little over a year ago. I particularly found the newegg videos very helpful as it goes over everything from choosing your hardware to installing windows and drivers and stuff. Very thorough.